| Author |
Comment/Response |
Henry Lamb
|
10/15/01 03:45am
Unfortunately, NDSolve was not written for stochastic differential equations.
However, it is still possible to get an approximation of a stochastic system
by subdividing the time interval and applying NDSolve to each increment.
See the attached notebook for details.
Attachment: 4866.nb, URL: , |
|